Awww, cute. Did you draw it yourself?
I have two suggestions.
1) Firstly, there are little white pixel borders. You should set the matt to black. Matt is the colour it will set to when there are partially transparent edges. For example, a translucent blue with white matt becomes light blue, but with black matt, it becomes dark blue.
In most gifs like this, the edges are translucent grey. So, with the white matt, it becomes very light grey, almost white. With black matt, it will become very dark grey, which blends in with most background colours.
2) Instead of just disappearing into nothing, the Pokeball can fade out by pixelizing. This is called "dissolve". Pixels of the pokeball disappear one by one to make it look like it is fading. Alternatively, you can add in a border around the image.